From looking around, it seems it depends on specific game implementation, not Steam itself - people say it works for some games and doesn't for others. I guess someone needs to test XCOM specifically...
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Orc JMRNov 28 '12 at 10:37

I'm not sure if you will automatically get the achievements when you 'reconnect' to steam.

But I do know you can 'save' games and load them later. So if you 'save' your games just before you get a known achievement (i.e. before you finish a specific mission, or research the last item) - then you can just reload those games when you come back, and get that specific achievement.